Existence and construction of shifted lattice rules with an arbitrary number of points and bounded weighted star discrepancy for general decreasing weights

DOI10.1016/j.jco.2011.02.001zbMath1235.65007OpenAlexW2047549016MaRDI QIDQ555032

Vasile Sinescu, Pierre L'Ecuyer

Publication date: 22 July 2011

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jco.2011.02.001

zbMATH Keywords

numerical integrationquasi-Monte Carlo methodtractabilitystar discrepancycomponent-by-component constructionrank-1 lattice ruleshigh-dimensional integrals

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Pseudo-random numbers; Monte Carlo methods (11K45)

Related Items (8)

QUASI-MONTE CARLO METHODS FOR HIGH-DIMENSIONAL INTEGRATION: THE STANDARD (WEIGHTED HILBERT SPACE) SETTING AND BEYOND ⋮ Construction Schemes for Weighted Lattice Rules ⋮ On the Choice of Weights in a Function Space for Quasi-Monte Carlo Methods for a Class of Generalised Response Models in Statistics ⋮ On equivalence of weighted anchored and ANOVA spaces of functions with mixed smoothness of order one in \(L_1\) or \(L_\infty\) ⋮ Random weights, robust lattice rules and the geometry of the \(cbcrc\) algorithm ⋮ Variance bounds and existence results for randomly shifted lattice rules ⋮ On the distribution of integration error by randomly-shifted lattice rules ⋮ Optimal multilevel randomized quasi-Monte-Carlo method for the stochastic drift-diffusion-Poisson system

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